0.15Open0.20Pre Close2 Volume215 Open Interest64.00Strike Price38.00Turnover41.98%IV3.81%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1771Delta0.1222Gamma309.35Leverage Ratio-0.1133Theta0.0007Rho54.77Eff Leverage0.0131Vega